2.22Open1.65Pre Close1 Volume22 Open Interest100.00Strike Price222.00Turnover82.07%IV0.56%PremiumNov 8, 2024Expiry Date1.65Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.6080Delta0.0542Gamma27.29Leverage Ratio-0.5810Theta0.0042Rho16.59Eff Leverage0.0332Vega